The principal aim of this proposal is further development of new methods for analyzing observational studies and randomized trials of HIV-infected persons. The proposed approaches are based either on (i) the estimation of new classes of causal models, or (ii) new methods for analyzing semi- or non- parametric models in the presence of both informative and non- informative missing data. The new classes of causal models include structural nested models, marginal structural models, direct effect structural nested models, and continuous time structural nested models. Many of the new methods are fundamentally "epidemiologic" in that they require data on time- dependent confounding factors, that is, risk factors for outcomes that also predict subsequent treatment with the drug or co-factor under study. The proposed methods of analysis will improve upon previous methods in the following ways. First, the new methods are the best methods available to estimate the overall (net) or direct effect of a treatment (e.g., HAART) or a co-factor (e.g., marijuana) on an outcome of interest (e.g., time to AIDS or HIV RNA levels) from observational data, when symptoms of HIV disease (e.g., thrush, fever) are simultaneously confounders and intermediate variables. We shall use the new methods to estimate treatment and co-factor effects of the evolution of CD4-counts and on time to progression of HIV-disease among subjects in the Multicenter AIDS Cohort Study (MACS), transmission between discordant partners in the California Partners' Study, and the effect of protease inhibitors on the growth and development of HIV-infected children in pediatric ACTG Trial 219. Results will be compared with results obtained using standard methods. Second, the new methods are the best methods available to adjust for dependent censoring, non-random non-compliance, treatment cross-over or termination, and the concurrent effect of additional non-randomized treatments in randomized clinical trials. For example, in ACTG trial 002 of the effect of high- dose versus low-dose AZT on the survival of AIDS patients, patients in the low-dose arm took more aerosolized pentamidine (a non-randomized treatment). The new methods are the best methods available to efficiently incorporate information on surrogate markers (e.g., HIV RNA) in order to stop, at the earliest possible moment, randomized trials of the effect of a treatment on a survival time outcome (e.g., time to AIDS), while preseving a valid alpha-level test of the null hypothesis of no effect of treatment on survival. We shall use our new methods to analyze a subset of ACTG trials 002, 021, 175, A5057 rollover, 343, 371, and 384.